And I fully support both of Spiffy's ideas.

Alright, to expand on my idea after proper thought....

Caesar would have been out swimming, on one of the rare occasions he does anything resembling training, ending up a good ways out from land. From there he would've been floating, relaxing in the water and enjoying the sun, when the Rum Runner comes upon him, 'saving' him from being lost at Sea, a notion he doesn't bother to correct. From there he would likely just not bother leaving, having started forming ties to these nice people who bothered to 'help' him, offering his assistance in their travels.